In order to construct an optimal portfolio which maximizes a clients utility score, which risky asset, either a FTSE100 index tracking portfolio or your individually chosen share DGE Diageo FTSE100, should be used to mix with a risk free asset?

Using your clients degree of risk aversion A = 2, a utility score function U(,)= -1/2 A^2 and a risk-free rate of 0.1% per year, calculate the optimal weight allocation into the risk free asset for this client.

Your discussion should be supported by relevant portfolio theories.

In order to construct an optimal portfolio which maximizes a clients utility score, which risky asset, either a FTSE100 index tracking portfolio or your individually chosen share from question 2, should be used to mix with a risk free asset?

Using your clients degree of risk aversion, A = 2, a utility score function U,= -12A2 and a risk-free rate of 0.1% per year, calculate the optimal weight allocation into the risk free asset for this client. Your discussion should be supported by relevant portfolio theories.

In order to construct an optimal portfolio which maximizes a clients utility score, which risky asset, either a FTSE100 index tracking portfolio or your individually chosen share from question 2, should be used to mix with a risk free asset?

Using your clients degree of risk aversion, A = 2, a utility score function U,= -12A2 and a risk-free rate of 0.1% per year, calculate the optimal weight allocation into the risk free asset for this client. Your discussion should be supported by relevant portfolio theories.